I'd love to capture in ProRes (maybe someday - AJA KiPro). The main reason I don't transcode to ProRes is time. It takes time and my day is already busy. I can't imagine how long it would take to transcode the 3.5 hours of interviews from XDCAM EX to ProRes HQ. Honestly I've never tried it, but I'm guessing it would take overnight to do the conversion.

Plus, I also worry about quality loss due to transcoding.

But hey....sometimes there's more than one "right way". What ever is working best for you is what you should keep doing. :)